CETIP SA - Mercados Organizados Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0664 | 5.29 | |
| 0.0587 | 5.19 | |
| 0.9257 | 52.41 | |
| -0.0479 | -2.31 |
Estimation Period:
Oct 28, 2009 to Mar 24, 2017
Oct 28, 2009 to Mar 24, 2017
News Impact Curve
Volatility Forecasts
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